Wellington Global (Ireland) Risk Analysis And Volatility Evaluation

IE00B6WXRZ21 -- Ireland Fund  

USD 11.55  0.00  0.00%

We consider Wellington Global unknown risk. Wellington Global Bond shows Sharpe Ratio of 0.7071 which attests that Wellington Global Bond had 0.7071% of return per unit of risk over the last 1 month. Our philosophy towards determining volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Wellington Global Bond which you can use to evaluate future volatility of the fund. Please check out Wellington Global Bond to validate if risk estimate we provide are consistent with the epected return of 0.0867%.
Horizon     30 Days    Login   to change

Wellington Global Bond Technical Analysis

Transformation
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Wellington Global Projected Return Density Against Market

Assuming 30 trading days horizon, Wellington Global has beta of 0.0 . This indicates unless we do not have required data, the returns on DOW and Wellington Global are completely uncorrelated. Furthermore, Wellington Global Bond USD D Acc HIt does not look like Wellington Global alpha can have any bearing on the equity current valuation.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Wellington Global is 141.42. The daily returns are destributed with a variance of 0.02 and standard deviation of 0.12. The mean deviation of Wellington Global Bond USD D Acc H is currently at 0.09. For similar time horizon, the selected benchmark (DOW) has volatility of 1.24
α
Alpha over DOW
=0.00
β
Beta against DOW=0.00
σ
Overall volatility
=0.12
Ir
Information ratio =0.00

Wellington Global Return Volatility

Wellington Global Bond USD D Acc H accepts 0.1227% volatility on return distribution over the 30 days horizon. DOW inherits 1.2425% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Market Risk Breakdown

Wellington Global Volatility Factors

30 Days Market Risk

Unknown risk

Chance of Distress in 24 months

Unknown Distress

30 Days Economic Sensitivity

Insignificant

Investment Outlook

Wellington Global Investment Opportunity

DOW has a standard deviation of returns of 1.24 and is 10.33 times more volatile than Wellington Global Bond USD D Acc H. 1% of all equities and portfolios are less risky than Wellington Global. Compared to the overall equity markets, volatility of historical daily returns of Wellington Global Bond USD D Acc H is lower than 1 (%) of all global equities and portfolios over the last 30 days.

Wellington Global Volatility Indicators

Wellington Global Bond USD D Acc H Current Risk Indicators

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